TY  - BOOK
AU  - Dellaportas, P and Vrontos, I.D
TI  - Modelling volatility asymmetries:a Bayesian analysis of a class of tree structured multivariate GARCH models
PY  - 2007///
KW  - Econometrics
KW  - Bayesian inference;Markov chain;Mantre Carlo;Stochastic search;Tree structured models;Autoregressive conditional hheteroscedasticity
ER  -